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Statistical Methods in Medical Research 4ed

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242 Experimental design<br />

Similarly, FC provides a test of the null hypothesis HC, that all the b j ˆ 0,<br />

irrespective of the values of the ai.<br />

If the additive model (9.1) is not true, the Residual SSq will be <strong>in</strong>flated by<br />

discrepancies between E…yij† and the approximations given by the best-fitt<strong>in</strong>g<br />

additive model, and the Residual MSq will thus be an unbiased estimate of a<br />

quantity greater than the random variance. How do we know whether this has<br />

happened? There are two ma<strong>in</strong> approaches, the first of which is to exam<strong>in</strong>e<br />

residuals. These are the <strong>in</strong>dividual expressions yij yi: y:j ‡ y. Their sum of<br />

squares was obta<strong>in</strong>ed, from (9.4), by subtraction, but it could have been obta<strong>in</strong>ed<br />

by direct evaluation of all the N residuals and by summ<strong>in</strong>g their squares. These<br />

residuals add to zero along each row and down each column, like the discrepancies<br />

between observed and expected frequencies <strong>in</strong> a cont<strong>in</strong>gency table (§8.6), and<br />

(as for cont<strong>in</strong>gency tables) the number of DF, …r 1†…c 1†, is the number of<br />

values of residuals which may be <strong>in</strong>dependently chosen (the others be<strong>in</strong>g then<br />

automatically determ<strong>in</strong>ed). Because of this lack of <strong>in</strong>dependence the residuals are<br />

not quite the same as the random error terms eij of (9.2), but they have much<br />

the same distributional properties. In particular, they should not exhibit any<br />

strik<strong>in</strong>g patterns. Sometimes the residuals <strong>in</strong> certa<strong>in</strong> parts of the two-way<br />

table seem to have predom<strong>in</strong>antly the same sign; provided the order<strong>in</strong>g of the<br />

rows or columns has any mean<strong>in</strong>g, this will suggest that the row-effect constants<br />

are not the same for all columns. There may be a correlation between the size of<br />

the residual and the `expected' value* yi: ‡ y:j y: this will suggest that a change<br />

of scale would provide better agreement with the additive model.<br />

A second approach is to provide replication of observations, and this is<br />

discussed <strong>in</strong> more detail after Example 9.1.<br />

Example 9.1<br />

Table 9.3 shows the results of a randomized block experiment to compare the effects on<br />

the clott<strong>in</strong>g time of plasma of four different methods of treatment of the plasma. Samples<br />

of plasma from eight subjects (the `blocks') were assigned <strong>in</strong> random order to the four<br />

treatments.<br />

The correction term, T 2 =N, denoted here by CT, is needed for three items <strong>in</strong> the SSq<br />

column, and it is useful to calculate this at the outset. The analysis is straightforward, and<br />

the F tests show that differences between subjects and treatments are both highly significant.<br />

Differences between subjects do not <strong>in</strong>terest us greatly as the ma<strong>in</strong> purpose of the<br />

experiment was to study differences between treatments. The standard error of the<br />

p<br />

difference between two treatment means is ‰2…0 6559†=8Š ˆ 0 405. Clearly, treatments<br />

1, 2 and 3 do not differ significantly among themselves, but treatment 4 gives a significantly<br />

higher mean clott<strong>in</strong>g time than the others.<br />

*This is the value expected on the basis of the average row and column effects, as may be seen from the equivalent<br />

expression y ‡…yi: y†‡…y:j y†

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